Anic Equity¶

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Total return since start: 0.687 %¶

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Equity now: -----------------------------> 51528.57 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48329.51 Kr¶

PnL: ---------------------------------------> -758.06 Kr¶

DD now: ---------------------------------> -0.8 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:16:56.701676'

Anic Portfolio¶

Today¶

Return: -0.214 %¶

This Week¶

Return: 8.419 %¶

Total¶

Return: 68.691 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 1.280000 788.400000 115.400000 17.150000 673.000000
Nordea Bank Abp 29 0.050000 3533.360000 79.360000 2.300000 3453.999992
HEBA B 70 0.920000 2698.500000 62.500000 2.370000 2636.000010
SAAB B 8 0.230000 3424.800000 47.800000 1.420000 3377.000000
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
Swedbank A 3 1.100000 607.800000 43.800000 7.770000 564.000000
Resurs Holding 22 0.470000 614.240000 40.240000 7.010000 573.999998
AcadeMedia 12 0.810000 596.160000 39.160000 7.030000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.450000 389.200000 34.200000 9.630000 355.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
Intrum 4 1.150000 545.600000 18.600000 3.530000 527.000000
OEM International B 7 0.260000 543.900000 15.900000 3.010000 527.999997
Eastnine 4 0.320000 502.400000 11.400000 2.320000 491.000000
Karnov Group 9 1.330000 547.200000 11.200000 2.090000 536.000004
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 0.750000 538.000000 6.000000 1.130000 532.000000
Securitas B 6 0.610000 575.520000 5.520000 0.970000 570.000000
Samhällsbyggnadsbo. i Norden D 12 1.360000 250.560000 4.560000 1.850000 246.000000
Midsona B 63 1.860000 585.900000 2.900000 0.500000 582.999984
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Boozt 12 1.400000 1653.600000 -0.400000 -0.020000 1653.999996
Handelsbanken A 5 -0.640000 540.750000 -5.250000 -0.960000 546.000000
Corem Property Group B 59 1.360000 571.420000 -5.580000 -0.970000 576.999999
Sampo Oyj SDB 7 0.180000 3829.000000 -21.000000 -0.550000 3850.000000
CTEK 13 0.880000 504.270000 -29.730000 -5.570000 533.999999
International Petroleum Corp. 5 0.360000 564.500000 -30.070000 -5.060000 594.565215
Essity B 2 -0.990000 540.000000 -34.000000 -5.920000 574.000000
Vivesto 1368 0.000000 560.880000 -52.120000 -8.500000 612.999432
Fasadgruppen Group 38 -2.010000 4081.200000 -59.800000 -1.440000 4140.999992
Essity A 4 -0.550000 1086.000000 -63.000000 -5.480000 1149.000000
Beijer Electronics Group 27 -0.360000 2991.600000 -92.400000 -3.000000 3083.999994
OX2 22 2.180000 1808.400000 -180.600000 -9.080000 1989.000002
Axfood 15 -3.500000 3892.500000 -407.500000 -9.480000 4300.000005
Ovzon 64 0.000000 3398.400000 -597.600000 -14.950000 3996.000000
TOTAL 48329.510000 -758.060000 -0.80049% 49087.564636

Updated:¶

'2023-02-01 09:17:09.514642'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶